+139.5%
MRK vs PL
+84.9%
+54.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | +1.3% | -9.3% | +10.6% | +1.3% |
| 30D | +17.1% | -18.9% | +36.1% | +17.1% |
| 3M | +25.9% | -58.4% | +84.3% | +25.8% |
| 6M | +26.8% | -30.3% | +57.1% | +27.0% |
| YTD | +44.9% | -8.1% | +53.0% | +45.1% |
| 1Y | +84.8% | +180.5% | -95.7% | +86.0% |
| 3Y | +50.1% | +444.1% | -394.0% | +50.2% |
| 5Y | +127.4% | +83.0% | +44.4% | +140.1% |
| All | +139.5% | +84.9% | +54.7% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling